Yes. I put a puzzle up called 'a tricky one', but I got the diagram wrong. I will remedy it next two days. Have a look at what I did, you'll get the idea of it. Maybe you can work out where I should have put the men! However, that's a problem condition. In a real game you wouldn't do that. and anyway, it sort of avoids stalemate some moves on.
Underpromotion
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Can anyone think of a situation where you would need to promote to a rook or a bishop, other than avoiding stalemate?
Another reason is to cause stalemate. Be sure to click on "Move List" below:
Mxdplay4,
Your puzzle answers my question with "To force mate more quickly." It is still to avoid stalemate thought as you pointed out. Also, I meant otb play. Maybe you could say, if you only have 5 sec. left, and you need to find a mate in three.
Etienne,
Yah, that's just the case of avoiding stalemate I was talking about. Nice puzzles though.
Likeforests,
I like your answer. In very rare cases, you will want to take away possible moves for yourself with underpromotion. So there are atleast two reasons: Avoid stalemate, and cause stalemate. Pretty cool.
Yes, I sometimes under-promote when the opposition has played out a totally lost position. If they can "take the mickey", then so can I! 
Can anyone think of a situation where you would need to promote to a rook or a bishop, other than avoiding stalemate?